ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 133-075 133-230 0-155 0.4% 134-240
High 133-255 133-265 0-010 0.0% 134-295
Low 132-290 133-070 0-100 0.2% 133-045
Close 133-230 133-165 -0-065 -0.2% 133-155
Range 0-285 0-195 -0-090 -31.6% 1-250
ATR 0-222 0-220 -0-002 -0.9% 0-000
Volume 1,336,081 1,190,718 -145,363 -10.9% 6,156,314
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-112 135-013 133-272
R3 134-237 134-138 133-219
R2 134-042 134-042 133-201
R1 133-263 133-263 133-183 133-215
PP 133-167 133-167 133-167 133-142
S1 133-068 133-068 133-147 133-020
S2 132-292 132-292 133-129
S3 132-097 132-193 133-111
S4 131-222 131-318 133-058
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 139-062 138-038 134-148
R3 137-132 136-108 133-312
R2 135-202 135-202 133-260
R1 134-178 134-178 133-207 134-065
PP 133-272 133-272 133-272 133-215
S1 132-248 132-248 133-103 132-135
S2 132-022 132-022 133-050
S3 130-092 130-318 132-318
S4 128-162 129-068 132-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-055 132-180 1-195 1.2% 0-282 0.7% 59% False False 1,230,576
10 134-310 132-180 2-130 1.8% 0-262 0.6% 40% False False 1,283,723
20 134-310 132-030 2-280 2.2% 0-224 0.5% 49% False False 860,333
40 134-310 130-050 4-260 3.6% 0-174 0.4% 70% False False 432,728
60 134-310 127-180 7-130 5.5% 0-138 0.3% 80% False False 288,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-134
2.618 135-136
1.618 134-261
1.000 134-140
0.618 134-066
HIGH 133-265
0.618 133-191
0.500 133-168
0.382 133-144
LOW 133-070
0.618 132-269
1.000 132-195
1.618 132-074
2.618 131-199
4.250 130-201
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 133-168 133-156
PP 133-167 133-147
S1 133-166 133-138

These figures are updated between 7pm and 10pm EST after a trading day.

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